-70.4%
LYFT vs LYV
+93.4%
-163.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -8.4% | -1.9% | -6.4% | -7.2% |
| 30D | -7.6% | -8.2% | +0.6% | -2.4% |
| 3M | +11.7% | -1.3% | +13.0% | +12.4% |
| 6M | +15.1% | +2.6% | +12.5% | +11.4% |
| YTD | -20.9% | +19.4% | -40.3% | -31.6% |
| 1Y | -16.4% | -2.2% | -14.1% | -17.9% |
| 3Y | +35.2% | +106.0% | -70.8% | -23.9% |
| All | -70.4% | +93.4% | -163.8% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LYV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling